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Search: Posts Made By: Fat Tails
Forum: NinjaTrader September 21st, 2013, 06:48 PM
Replies: 14
Views: 14,012
Posted By Fat Tails
This is just to communicate that I have put the...

This is just to communicate that I have put the project on hold.

The original Trend Thrust Indicator has a few major shortcomings, I would even say that it violates the principles of mathematics....
Forum: NinjaTrader September 13th, 2013, 11:23 PM
Replies: 14
Views: 14,012
Posted By Fat Tails
Then let us go and code an indicator, which...

Then let us go and code an indicator, which serves the same purpose as Buff Dormeier's Trend Thrust Indicator, but

- uses simpler mechanics
- and can be applied to intraday data

The first...
Forum: NinjaTrader September 13th, 2013, 10:30 AM
Replies: 14
Views: 14,012
Posted By Fat Tails
The original idea which preceeded the TTI, was...

The original idea which preceeded the TTI, was the MACD built from volume-weighted moving averages. The TTI is still based on that concept, as fastavg and slowavg are such volume-weighted averages....
Forum: NinjaTrader September 13th, 2013, 05:34 AM
Replies: 14
Views: 14,012
Posted By Fat Tails
If you look at the definition of VFactor and...

If you look at the definition of VFactor and IVFactor

Vfactor = (bd.vwma(volume,fastlen,voltoday)/xaverage(volume,slowlen))*10;
IVfactor =...
Forum: NinjaTrader September 12th, 2013, 07:13 PM
Replies: 14
Views: 14,012
Posted By Fat Tails
Of course I will share it, but first I have to...

Of course I will share it, but first I have to review it again. I am not satisfied with the result, as there are a few problems, such as

-> inconsistencies in the code (see post # 4)
->...
Forum: NinjaTrader September 12th, 2013, 07:19 AM
Replies: 14
Views: 14,012
Posted By Fat Tails
The TTI cannot be used with intraday data

The Trend Thrust Indicator has been clearly developed for daily data and should not be used with full session intraday data. The reason is its heavy reliance on volume data. Intraday volume data is...
Forum: NinjaTrader September 11th, 2013, 04:34 PM
Replies: 14
Views: 14,012
Posted By Fat Tails
I am a bit annoyed by the Easy Language code that...

I am a bit annoyed by the Easy Language code that has been published for the TTI.

There are a few points that I do not yet understand.


(1) The calculation of FAST and SLOW is peculiar.
FAST...
Forum: NinjaTrader September 9th, 2013, 05:49 AM
Replies: 14
Views: 14,012
Posted By Fat Tails
The Easy Language code was indeed provided by...

The Easy Language code was indeed provided by Dormeier and can be retrieved from technical.traders.com.

The code for the Trend Thrust Indicator accesses an additional function BD.VWMA, which you...
Showing results 1 to 8 of 8

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